VLEOX vs. VIOG
Compare and contrast key facts about Value Line Small Cap Opportunities Fund (VLEOX) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG).
VLEOX is managed by Value Line. It was launched on Jun 23, 1993. VIOG is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLEOX or VIOG.
Key characteristics
| VLEOX | VIOG | |
|---|---|---|
| YTD Return | 23.94% | 18.26% |
| 1Y Return | 40.74% | 40.81% |
| 3Y Return (Ann) | 2.03% | 1.91% |
| 5Y Return (Ann) | 4.51% | 10.86% |
| 10Y Return (Ann) | 3.26% | 10.48% |
| Sharpe Ratio | 2.34 | 1.94 |
| Sortino Ratio | 3.28 | 2.83 |
| Omega Ratio | 1.40 | 1.34 |
| Calmar Ratio | 1.62 | 1.57 |
| Martin Ratio | 15.24 | 12.19 |
| Ulcer Index | 2.60% | 3.22% |
| Daily Std Dev | 16.94% | 20.22% |
| Max Drawdown | -57.24% | -41.73% |
| Current Drawdown | 0.00% | -0.10% |
Correlation
The correlation between VLEOX and VIOG is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VLEOX vs. VIOG - Performance Comparison
In the year-to-date period, VLEOX achieves a 23.94% return, which is significantly higher than VIOG's 18.26% return. Over the past 10 years, VLEOX has underperformed VIOG with an annualized return of 3.26%, while VIOG has yielded a comparatively higher 10.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VLEOX vs. VIOG - Expense Ratio Comparison
VLEOX has a 1.16% expense ratio, which is higher than VIOG's 0.15% expense ratio.
Risk-Adjusted Performance
VLEOX vs. VIOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Value Line Small Cap Opportunities Fund (VLEOX) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
VLEOX vs. VIOG - Dividend Comparison
VLEOX has not paid dividends to shareholders, while VIOG's dividend yield for the trailing twelve months is around 1.04%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLEOX Value Line Small Cap Opportunities Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 6.38% | 0.00% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 1.04% | 1.15% | 1.17% | 0.69% | 0.68% | 1.09% | 0.76% | 0.87% | 0.92% | 1.04% | 0.72% | 0.52% |
Drawdowns
VLEOX vs. VIOG - Drawdown Comparison
The maximum VLEOX drawdown since its inception was -57.24%, which is greater than VIOG's maximum drawdown of -41.73%. Use the drawdown chart below to compare losses from any high point for VLEOX and VIOG. For additional features, visit the drawdowns tool.
Volatility
VLEOX vs. VIOG - Volatility Comparison
The current volatility for Value Line Small Cap Opportunities Fund (VLEOX) is 6.02%, while Vanguard S&P Small-Cap 600 Growth ETF (VIOG) has a volatility of 7.36%. This indicates that VLEOX experiences smaller price fluctuations and is considered to be less risky than VIOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.